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Stochastischer Prozess
Schätztheorie
40,684
Estimation theory
40,055
Theorie
36,360
Theory
35,409
Zeitreihenanalyse
31,883
Time series analysis
30,874
Stochastic process
19,179
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18,229
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17,829
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8,805
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United States
5,911
Panel
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4,633
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Börsenkurs
4,391
Share price
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Optionspreistheorie
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Kausalanalyse
4,138
Option pricing theory
4,128
Causality analysis
4,094
Economic growth
4,026
Wirtschaftswachstum
3,923
VAR-Modell
3,784
VAR model
3,731
ARCH-Modell
3,727
ARCH model
3,676
Portfolio-Management
3,556
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McAleer, Michael
96
Koopman, Siem Jan
82
Phillips, Peter C. B.
78
Sethi, Suresh
64
Ferrari, Giorgio
61
Chiarella, Carl
59
Platen, Eckhard
57
Cui, Zhenyu
51
Madan, Dilip B.
51
Takahashi, Akihiko
51
Benth, Fred Espen
50
Post, Thierry
50
Chan, Joshua
46
Escudero, Laureano F.
45
Barndorff-Nielsen, Ole E.
44
Asai, Manabu
43
Linton, Oliver
43
Yu, Jun
43
Fabozzi, Frank J.
40
Shephard, Neil G.
40
Wong, Wing Keung
39
Stein, Jerome L.
37
Elliott, Robert J.
36
Gao, Jiti
36
Gil-Alaña, Luis A.
36
Todorov, Viktor
36
Escobar, Marcos
35
Hainaut, Donatien
35
Härdle, Wolfgang
35
Zhang, Qing
35
Gendreau, Michel
34
Tsionas, Efthymios G.
34
Wong, Hoi Ying
33
Račev, Svetlozar T.
32
Kleijnen, Jack P. C.
30
Lucas, André
30
Siu, Tak Kuen
30
Whang, Yoon-jae
30
Carr, Peter
29
Kohlmann, Michael
29
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National Bureau of Economic Research
74
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
63
Centre for Analytical Finance <Århus>
17
Springer Fachmedien Wiesbaden
9
Econometrisch Instituut <Rotterdam>
6
Erasmus Research Institute of Management
6
Queen Mary College / Department of Economics
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Ekonomiska forskningsinstitutet <Stockholm>
4
Institutionen för Skogsekonomi <Umeå>
4
Judge Institute of Management Studies
4
Nuffield College
4
University of Exeter / Department of Economics
4
Australian National University / Faculty of Economics and Commerce
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Centre for Actuarial Studies
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
European University Institute / Department of Economics
3
Springer-Verlag GmbH
3
University of Chicago / Graduate School of Business
3
University of Essex / Department of Economics
3
Walter de Gruyter GmbH & Co. KG
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Bonn Graduate School of Economics
2
Books on Demand GmbH <Norderstedt>
2
Center for Economic Research <Tilburg>
2
Centre for Economic Policy Research
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Chambre de commerce et d'industrie de Paris
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European University Institute / Department of Law
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Federal Reserve System / Division of Research and Statistics
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HWWA-Institut für Wirtschaftsforschung
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International Center for Financial Asset Management and Engineering
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Kansantaloustieteen Laitos <Helsinki>
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Meeting on Stochastic Programming <1979, Oberwolfach>
2
School of Economics and Finance <Brisbane>
2
Social Systems Research Institute
2
Springer International Publishing
2
Trinity College Dublin / Department of Economics
2
Umeå Universitet / Institutionen för Nationalekonomi
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
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European journal of operational research : EJOR
733
International journal of theoretical and applied finance
360
Insurance / Mathematics & economics
336
Journal of econometrics
282
Finance and stochastics
245
Operations research
215
Quantitative finance
210
Mathematics of operations research
207
Operations research letters
196
Computers & operations research : and their applications to problems of world concern ; an international journal
194
International journal of production research
189
Journal of economic dynamics & control
153
Risks : open access journal
153
Applied mathematical finance
143
Discussion paper / Tinbergen Institute
141
Computational economics
139
International journal of production economics
130
Economics letters
127
The journal of computational finance
124
Mathematical finance : an international journal of mathematics, statistics and financial theory
122
Finance research letters
109
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
108
Management science : journal of the Institute for Operations Research and the Management Sciences
106
Journal of mathematical finance
105
Econometric reviews
97
Energy economics
93
Mathematical methods of operations research
92
International journal of financial engineering
90
Omega : the international journal of management science
89
INFORMS journal on computing : JOC
87
Annals of finance
82
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
81
Annals of operations research
80
Economic modelling
80
Working paper
80
Journal of banking & finance
79
Journal of economic theory
78
Computational Management Science : CMS
76
Transportation research / E : an international journal
75
Scandinavian actuarial journal
73
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ECONIS (ZBW)
19,193
EconStor
315
USB Cologne (EcoSocSci)
113
USB Cologne (business full texts)
2
OLC EcoSci
2
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1
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1
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
-
2020
-
Final version: October 2020
Persistent link: https://www.econbiz.de/10012320594
Saved in:
2
Testing for integration and
cointegration
when time series are observed with noise
Gianfreda, Angelica
;
Maranzano, Paolo
;
Parisio, Lucia
; …
- In:
Economic modelling
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463618
Saved in:
3
Modeling persistent interest rates with double-autoregressive processes
Hansen, Anne Lundgaard
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013257376
Saved in:
4
A general limit theory for nonlinear functionals of nonstationary time series
Wang, Qiying
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326692
Saved in:
5
GARCH with omitted persistent covariate
Han, Heejoon
;
Park, Joon Y.
- In:
Economics letters
124
(
2014
)
2
,
pp. 248-254
Persistent link: https://www.econbiz.de/10010493650
Saved in:
6
Threshold models in time series analysis : some reflections
Tong, Howell
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 485-491
Persistent link: https://www.econbiz.de/10011504634
Saved in:
7
Specification testing in nonstationary time series models
Chen, Jia
;
Gao, Jiti
;
Li, Degui
;
Lin, Zhengyan
- In:
The econometrics journal
18
(
2015
)
1
,
pp. 117-136
Persistent link: https://www.econbiz.de/10011345989
Saved in:
8
Forecasting levels in loglinear unit root models
VanGarderen, Kees Jan
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 780-805
Persistent link: https://www.econbiz.de/10014420346
Saved in:
9
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
10
Cointegrated dynamics for a generalized long memory process : application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
- In:
Journal of time series econometrics
12
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012258310
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